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Related papers: Stochastic Laplacian growth

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A stochastic theory for the toppling activity in sandpile models is developed, based on a simple mean-field assumption about the toppling process. The theory describes the process as an anti-persistent Gaussian walk, where the diffusion…

Statistical Finance · Quantitative Finance 2009-11-13 Martin Rypdal , Kristoffer Rypdal

We show that a non-equilibrium diffusive dynamics in a finite-dimensional space takes in the Lagrangian frame of its mean local velocity an equilibrium form with the detailed balance property. This explains the equilibrium nature of the…

Statistical Mechanics · Physics 2015-05-13 Raphael Chetrite , Krzysztof Gawedzki

We give an explicit stochastic Hamiltonian model of discontinuous unitary evolution for quantum spontaneous jumps like in a system of atoms in quantum optics, or in a system of quantum particles that interacts singularly with "bubbles"…

Quantum Physics · Physics 2009-11-11 V. P. Belavkin , O. Melsheimer

Motivated by the anomalous diffusion observed in clusters of active Brownian particles (ABPs), where the center-of-mass diffusion coefficient scales as $D\sim N^{-1/2}$ with respect to the number $N$ of particles in the cluster, we derive a…

Statistical Mechanics · Physics 2026-05-07 Daniela Moretti , Pasquale Digregorio , Giuseppe Gonnella , Antonio Suma

A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability…

Statistical Mechanics · Physics 2018-11-26 V. Sposini , A. V. Chechkin , F. Seno , G. Pagnini , R. Metzler

The Laplacian growth (the Hele-Shaw problem) of multi-connected domains in the case of zero surface tension is proven to be equivalent to an integrable systems of Whitham equations known in soliton theory. The Whitham equations describe…

Exactly Solvable and Integrable Systems · Physics 2009-11-10 I. Krichever , M. Mineev-Weinstein , P. Wiegmann , A. Zabrodin

We provide a sufficient condition for the uniqueness in distribution of Gibbs point processes with non-negative pairwise interaction, together with convergent expansions of the log-Laplace functional, factorial moment densities and…

Probability · Mathematics 2020-01-14 Sabine Jansen

In this paper we review various information-theoretic characterizations of the approach to equilibrium in biological systems. The replicator equation, evolutionary game theory, Markov processes and chemical reaction networks all describe…

Information Theory · Computer Science 2017-08-22 John C. Baez , Blake S. Pollard

A one-dimensional cellular automaton with a probabilistic evolution rule can generate stochastic surface growth in $(1 + 1)$ dimensions. Two such discrete models of surface growth are constructed from a probabilistic cellular automaton…

Statistical Mechanics · Physics 2015-06-25 Pratip Bhattacharyya

An ensemble of classical subsystems interacting with surrounding particles has been considered. In general case, a phase volume of the subsystems ensemble was shown to be a function of time. The evolutional equations of the ensemble are…

Statistical Mechanics · Physics 2015-06-24 S. R. Sharov

A stochastic model, describing the growth of two competing infections on $\mathbb{R}^d$, is introduced. The growth is driven by outbursts in the infected region, an outburst in the type 1 (2) infected region transmitting the type 1 (2)…

Probability · Mathematics 2015-09-24 Maria Deijfen , Olle Häggström , Jonathan Bagley

A continuum growth model is introduced. The state at time $t$, $S_t$, is a subset of $\mathbb{R}^d$ and consists of a connected union of randomly sized Euclidean balls, which emerge from outbursts at their center points. An outburst occurs…

Probability · Mathematics 2015-09-24 Maria Deijfen

The planar elliptic extension of the Laplacian growth is, after a proper parametrization, given in a form of a solution to the equation for area-preserving diffeomorphisms. The infinite set of conservation laws associated with such elliptic…

Exactly Solvable and Integrable Systems · Physics 2009-01-21 Dmitry Khavinson , Mark Mineev-Weinstein , Mihai Putinar

A systematic analytic treatment of fluctuations in Laplacian growth is given. The growth process is regularized by a short-distance cutoff $\hbar$ preventing the cusps production in a finite time. This regularization mechanism generates…

Statistical Mechanics · Physics 2019-07-31 Oleg Alekseev

We give a detailed analysis of the Gibbs-type entropy notion and its dynamical behavior in case of time-dependent continuous probability distributions of varied origins: related to classical and quantum systems. The purpose-dependent usage…

Quantum Physics · Physics 2015-06-26 Piotr Garbaczewski

We present a novel picture of a non isothermal solidification process starting from a molecular level, where the microscopic origin of the basic mechanisms and of the instabilities characterizing the approach to equilibrium is rendered more…

Statistical Mechanics · Physics 2009-10-31 M. Conti , U. Marini Bettolo Marconi , A. Crisanti

For a competition-diffusion blow-up system involving the fractional Laplacian of the form \begin{equation*}\label{syst1} -(-\Delta)^su=uv^2,\quad-(-\Delta)^sv=vu^2,\quad u,v>0 \ \mathrm{in} \ \mathbb{R}^N, \end{equation*} whith $s\in(0,1)$,…

Analysis of PDEs · Mathematics 2021-03-12 Susanna Terracini , Stefano Vita

We consider the stochastic ranking process with space-time dependent jump rates for the particles. The process is a simplified model of the time evolution of the rankings such as sales ranks at online bookstores. We prove that the joint…

Probability · Mathematics 2013-01-01 Tetsuya Hattori , Seiichiro Kusuoka

We extend the work on optimal investment and consumption of a population considered in [2] to a general stochastic setting over a finite time horizon. We incorporate the Cobb-Douglas production function in the capital dynamics while the…

Analysis of PDEs · Mathematics 2024-08-15 Hao Liu , Suresh P. Sethi , Tak Kwong Wong , Sheung Chi Phillip Yam

We develop the stochastic approach to thermodynamics based on the stochastic dynamics, which can be discrete (master equation) continuous (Fokker-Planck equation), and on two assumptions concerning entropy. The first is the definition of…

Statistical Mechanics · Physics 2015-06-11 Tânia Tomé , Mário J. de Oliveira